+67.7%
FERG vs PFGC
+82.6%
-14.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +9.7% | +3.4% | +6.3% | +8.6% |
| 30D | +15.0% | +16.9% | -1.9% | +8.7% |
| 3M | +3.8% | +6.4% | -2.7% | +1.2% |
| 6M | +10.6% | +16.0% | -5.4% | +4.0% |
| YTD | +17.0% | +23.6% | -6.7% | +6.3% |
| 1Y | +7.1% | +16.6% | -9.5% | -0.5% |
| 3Y | +67.7% | +82.3% | -14.5% | +24.6% |
| All | +67.7% | +82.6% | -14.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling